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BTC Intraday Impulse-Bar Continuation (Single-Instrument USD-M, Long-Short, 1H, Enter on High-Conviction Momentum Thrust, Trailing-Stop Continuation, Time-Stop, Discrete Capital-Capped, Pure OHLCV)

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV intraday MOMENTUM-CONTINUATION strategy on BTCUSDT.BINANCE USD-M perpetual futures (1-HOUR bars). It extends the factory's ONE analyst-endorsed open direction: the…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV intraday MOMENTUM-CONTINUATION strategy on BTCUSDT.BINANCE USD-M perpetual futures (1-HOUR bars). It extends the factory's ONE analyst-endorsed open direction: the GENERALIZING intraday IMPULSE-CONTINUATION family (the in-pipeline EthImpulseBarContinuationTrendLS1H, cited repeatedly as generalizing). The analyst's standing instruction after four consecutive basket-refinement failures is explicit: 'STOP generating basket refinements/overlays/signal-swaps; redirect ALL……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV intraday MOMENTUM-CONTINUATION strategy on BTCUSDT.BINANCE USD-M perpetual futures (1-HOUR bars). It extends the factory's ONE analyst-endorsed open direction: the GENERALIZING intraday IMPULSE-CONTINUATION family (the in-pipeline EthImpulseBarContinuationTrendLS1H, cited repeatedly as generalizing). The analyst's standing instruction after four consecutive basket-refinement failures is explicit: 'STOP generating basket refinements/overlays/signal-swaps; redirect ALL novelty to genuinely different mechanisms, e.g. the generalizing intraday impulse-continuation family.' This is that family, applied to BTC. MECHANISM: an IMPULSE bar is a 1H bar whose directional thrust (close-to-close return, or body) exceeds impulse_mult x ATR(atr_period) AND closes in the strong third of its range -- a high-conviction momentum event (an information/flow thrust, NOT noise). The strategy enters in the impulse direction to capture the short-horizon CONTINUATION before the move is fully absorbed. WHY IT GENERALIZES WHERE OTHER SINGLE-ASSET INTRADAY DECAYED: VWAP-continuation decayed (2023-2026) because it rode EVERY excursion (noisy, continuous); impulse-continuation is EVENT-DRIVEN and SELECTIVE -- it only fires on rare, large, high-conviction bars, which is the higher-quality signal that makes the ETH sibling generalize. It is also NOT single-asset trend/TSM (dead: continuous trend-sign whipsaws and is mania-beta) -- it is discrete large-bar continuation. WHY BTC: the DEEPEST, most-liquid major -> the cleanest impulse signal (least idiosyncratic noise), the lowest mania-beta (the killer of every single-asset alt), and dense 1H events. WHAT IT AVOIDS (every closed path): NOT a basket refinement (the prohibited axis -- 4 consecutive degradations); NOT funding/carry (uncreditable in the engine); NOT reversion (dead); NOT a continuous-rebalance/netting-flip strategy (the 316%/385% sizing-artifact cause -- this uses DISCRETE enter-then-exit-to-FLAT entries, like the cleanly-sized ETH impulse sibling). EVERY design choice respects the lessons: (1) DISCRETE entries, flat between signals, sized against STABLE realized equity (excl. unrealized PnL), hard-capped <=100% (leverage 1x) -- avoids the inflation artifact. (2) FEE-AWARE: fires only on large-impulse bars, targeting continuation moves well above the ~0.10% RT futures floor -- NOT scalping. (3) DENSE: ~150-300 impulse events/yr at 1H -> populates the 3-window walk-forward (no event-sparsity). (4) PURE OHLCV: no ticks (2-day wall), options (unwired), or funding (data ends 2024). Per the 'favor simpler, fewer parameters' mandate, 3 tunables (impulse_mult, trail_mult, time_stop_bars).

Backtest and paper results are hypothetical. Trading involves risk of loss.